-35.2%
OKTA vs FROG
+133.6%
-168.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.7% |
| 7D | +5.9% | -4.8% | +10.7% | +8.5% |
| 30D | +14.6% | -0.9% | +15.5% | +15.9% |
| 3M | +44.0% | +7.5% | +36.5% | +38.7% |
| 6M | +116.7% | +107.0% | +9.7% | +51.8% |
| YTD | +99.8% | +39.8% | +60.0% | +64.3% |
| 1Y | +84.1% | +74.8% | +9.2% | +31.6% |
| 3Y | +97.7% | +219.3% | -121.6% | -18.6% |
| 5Y | -35.2% | +133.0% | -168.1% | -71.0% |
| All | -35.2% | +133.6% | -168.8% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling